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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+4.86%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$71.8B
AUM Growth
+$5.18B
Cap. Flow
+$3.03B
Cap. Flow %
4.21%
Top 10 Hldgs %
13.71%
Holding
3,930
New
159
Increased
1,864
Reduced
1,721
Closed
155

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$218M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$187M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$182M
4
IWD icon
iShares Russell 1000 Value ETF
IWD
+$180M
5
UPS icon
United Parcel Service
UPS
+$158M

Top Sells

Rank Stock Value
1
AGN
Allergan plc
AGN
+$65.4M
2
RWR icon
State Street SPDR Dow Jones REIT ETF
RWR
+$58.7M
3
V icon
Visa
V
+$53.9M
4
PBR.A icon
Petrobras Class A
PBR.A
+$50.2M
5
IAU icon
iShares Gold Trust
IAU
+$47.2M

Sector Composition

Rank Sector Weight
1 Financials 14.69%
2 Technology 12.65%
3 Healthcare 11.05%
4 Industrials 9.6%
5 Consumer Discretionary 8.13%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EGOV
2026
DELISTED
NIC Inc
EGOV
$2.1M ﹤0.01%
88,026
+2,235
+3% +$53.5K
CBZ icon
2027
CBIZ
CBZ
$2.39B
$2.1M ﹤0.01%
153,503
-27,049
-15% -$328K
SSYS icon
2028
Stratasys
SSYS
$700M
$2.1M ﹤0.01%
127,055
+13,943
+12% +$273K
FBC
2029
DELISTED
Flagstar Bancorp, Inc. New
FBC
$2.1M ﹤0.01%
77,896
+15,900
+26% +$438K
GOOD
2030
Gladstone Commercial Corp
GOOD
$627M
$2.1M ﹤0.01%
104,220
-22,490
-18% -$414K
SHYF
2031
DELISTED
The Shyft Group
SHYF
$2.09M ﹤0.01%
225,768
-11,366
-5% -$102K
TAST
2032
DELISTED
Carrols Restaurant Group, Inc.
TAST
$2.09M ﹤0.01%
136,863
-86,338
-39% -$1.14M
WD icon
2033
Walker & Dunlop
WD
$1.69B
$2.08M ﹤0.01%
66,842
+16,202
+32% +$454K
SABR icon
2034
Sabre
SABR
$704M
$2.06M ﹤0.01%
82,672
-83,068
-50% -$2.13M
EVER
2035
DELISTED
Everbank Financial Corp
EVER
$2.06M ﹤0.01%
105,752
+26,943
+34% +$521K
CZR
2036
DELISTED
Caesars Entertainment Corporation
CZR
$2.04M ﹤0.01%
240,216
-2,887
-1% -$21.6K
RES icon
2037
RPC Inc
RES
$1.21B
$2.04M ﹤0.01%
103,012
-54,613
-35% -$1.02M
MIK
2038
DELISTED
Michaels Stores, Inc
MIK
$2.04M ﹤0.01%
99,608
-34,410
-26% -$799K
CBF
2039
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
$2.03M ﹤0.01%
51,768
-14,028
-21% -$491K
FRP
2040
DELISTED
Fairpoint Communications, Inc.
FRP
$2.03M ﹤0.01%
108,330
-321
-0.3% -$5.41K
ATHN
2041
DELISTED
Athenahealth, Inc.
ATHN
$2.02M ﹤0.01%
19,237
-8,971
-32% -$964K
ORN icon
2042
Orion Group Holdings
ORN
$503M
$2.02M ﹤0.01%
202,880
-188,092
-48% -$1.67M
TREE icon
2043
LendingTree
TREE
$564M
$2.02M ﹤0.01%
19,920
-5,216
-21% -$497K
PRLB icon
2044
Protolabs
PRLB
$1.85B
$2.02M ﹤0.01%
39,280
-1,030
-3% -$54K
HUBG icon
2045
HUB Group
HUBG
$2.93B
$2.01M ﹤0.01%
91,956
-2,620
-3% -$54.1K
IQNT
2046
DELISTED
Inteliquent, Inc.
IQNT
$2.01M ﹤0.01%
87,760
-75,893
-46% -$1.56M
STAG icon
2047
STAG Industrial
STAG
$7.77B
$2.01M ﹤0.01%
84,028
+47,955
+133% +$1.1M
CENT icon
2048
Central Garden & Pet Co
CENT
$2.71B
$1.99M ﹤0.01%
+75,034
New +$1.71M
KRG icon
2049
Kite Realty
KRG
$5.99B
$1.98M ﹤0.01%
84,367
-141
-0.2% -$3.49K
EPAM icon
2050
EPAM Systems
EPAM
$4.92B
$1.97M ﹤0.01%
30,682
-5,957
-16% -$382K
80 81
82
83 84

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q4 2016 Portfolio in Review

As of Q4 2016, Parametric Portfolio Associates held 3,930 positions worth $71.8B, up 7.8% from $66.7B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Parametric Portfolio Associates deployed $3.03B of net new capital in Q4 2016, opening 159 new positions and adding to 1,864 existing holdings. Its largest new stake was Petrobras: 7,290,542 shares worth $73.7M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, up from 13% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was Allergan plc, an estimated $65.4M trimmed.

  • Parametric Portfolio Associates's largest Q4 2016 buy was Petrobras: 7,290,542 shares worth $73.7M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q4 2016, an estimated $218M increase.
  • Parametric Portfolio Associates's biggest Q4 2016 reduction was Allergan plc, cutting an estimated $65.4M.
  • Parametric Portfolio Associates fully exited Ingram Micro in Q4 2016, selling an estimated $37.2M.
  • Parametric Portfolio Associates's ten largest holdings make up 14% of its $71.8B portfolio in Q4 2016.
  • Parametric Portfolio Associates opened 159 new positions and closed 155 in Q4 2016.
  • Parametric Portfolio Associates's portfolio value rose 7.8% quarter-over-quarter to $71.8B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2016, filed 14 Feb 2017.